+334.3%
SPGI vs ESI
+323.5%
+10.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.1% | -4.4% | -0.7% |
| 7D | -0.9% | -3.5% | +2.6% | -0.1% |
| 30D | +15.5% | -9.3% | +24.8% | +18.0% |
| 3M | +15.7% | -12.8% | +28.5% | +18.8% |
| 6M | +19.1% | -24.6% | +43.7% | +25.4% |
| YTD | -4.1% | +32.7% | -36.8% | -17.9% |
| 1Y | +1.2% | +20.3% | -19.1% | -10.8% |
| 3Y | +31.6% | +80.2% | -48.6% | -2.9% |
| 5Y | +12.4% | +40.0% | -27.5% | -11.3% |
| 10Y | +334.3% | +310.8% | +23.5% | +112.6% |
| All | +334.3% | +323.5% | +10.8% | +112.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ESI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling